Russell Multi (Ireland) Manager Performance Evaluation

IE00B1FZR279 -- Ireland Fund  

USD 117.62  0.00  0.00%

The fund holds Beta of 0.0353 which implies as returns on market increase, Russell Multi returns are expected to increase less than the market. However during bear market, the loss on holding Russell Multi will be expected to be smaller as well.. Even though it is essential to pay attention to Russell Multi Asset current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Russell Multi Asset exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Russell Multi Asset Relative Risk vs. Return Landscape

If you would invest  11,767  in Russell Multi Asset Defensive A Acc on June 19, 2018 and sell it today you would lose (5.00)  from holding Russell Multi Asset Defensive A Acc or give up 0.04% of portfolio value over 30 days. Russell Multi Asset Defensive A Acc is generating negative expected returns and assumes 0.1989% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Russell Multi Asset Defensive A Acc and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Russell Multi Asset Defensive A Acc is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.96 times less risky than the market. the firm trades about -0.03 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 of returns per unit of risk over similar time horizon.

Russell Multi Current Valuation

Not valued
July 19, 2018
117.62
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Russell Multi is Unknown risk asset. Russell Multi Asset recent Real Value cannot be determined due to lack of data. The prevailing price of Russell Multi Asset is $117.62. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Russell Multi Asset from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.

Russell Multi Market Risk Analysis

Sharpe Ratio = -0.0258
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Negative ReturnsIE00B1FZR279

Russell Multi Relative Performance Indicators

Estimated Market Risk
 0.2
  actual daily
 
 99 %
of total potential
  
Expected Return
 -0.01
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.03
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Russell Multi is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Russell Multi by adding it to a well-diversified portfolio.

Performance Rating

Russell Multi Asset Defensive A Acc Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Russell Multi Asset Defensive A Acc has generated negative risk-adjusted returns adding no value to fund investors.

Russell Multi Alerts

Equity Alerts and Improvement Suggestions
Russell Multi Asset generates negative expected return over the last 30 days
The fund retains about 31.44% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.